-34.2%
TSLL vs SEI
-22.6%
-11.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +14.3% | -5.6% | +1.1% |
| 7D | -21.2% | -18.3% | -2.9% | -13.4% |
| 30D | -13.3% | -24.4% | +11.1% | -2.3% |
| 3M | +15.4% | +1.5% | +13.9% | +8.3% |
| 6M | -34.2% | -25.1% | -9.1% | -25.1% |
| All | -34.2% | -22.6% | -11.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling